Twin Tree Management, LP Q2 2019 Filing

Filed August 12, 2019

Portfolio Value

$20.5B

Holdings

751

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (751 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
14,633,000$4.3T20941.49%Put
2
GQ9SPDR GOLD TRUST
6,358,692$847.0B4136.93%Put
3
NDQINVESCO CAPITAL MANAGEMENT L
3,126,600$583.9B2851.78%Put
4
IWMISHARES TR
3,566,744$554.6B2709.00%Put
5
XBISPDR SERIES TRUST
4,401,900$386.1B1885.80%Put
6
XLESELECT SECTOR SPDR TR
5,906,605$376.3B1838.03%Put
7
IYRISHARES TR
3,479,117$303.8B1483.67%Put
8
SMHVANECK VECTORS ETF TR
2,729,487$300.7B1468.89%Put
9
EWZISHARES INC
6,733,063$294.4B1437.81%Put
10
DONSPDR DOW JONES INDL AVRG ETF
1,104,800$293.7B1434.59%Put
11
MSFTMICROSOFT CORP
2,035,950$272.7B1332.14%Put
12
GDXVANECK VECTORS ETF TR
10,046,600$256.8B1254.26%Put
13
XLKSELECT SECTOR SPDR TR
3,175,100$247.8B1210.27%Put
14
AAPLAPPLE INC
1,241,243$245.7B1199.92%Put
15
BRK/BBERKSHIRE HATHAWAY INC DEL
981,500$209.2B1021.93%Put
16
BABOEING CO
546,200$198.8B971.12%Put
17
XMESPDR SERIES TRUST
6,992,533$198.4B969.29%Call
18
MAMASTERCARD INCORPORATED
706,100$186.8B912.32%Put
19
UNHUNITEDHEALTH GROUP INC
737,500$180.0B878.97%Put
20
PYPLPAYPAL HLDGS INC
1,357,256$155.4B758.79%Put
21
CVXCHEVRON CORP NEW
1,235,200$153.7B750.77%Put
22
EFAISHARES TR
2,296,610$151.0B737.32%Put
23
AMZNAMAZON COM INC
79,695$150.9B737.11%Put
24
CRMSALESFORCE COM INC
985,007$149.5B729.99%Put
25
XLVSELECT SECTOR SPDR TR
1,553,700$143.9B703.03%Put
26
SLVISHARES SILVER TRUST
9,908,904$142.0B693.55%Put
27
XOPUSDSPDR SERIES TRUST
5,210,417$142.0B693.50%Put
28
XOMEXXON MOBIL CORP
1,846,788$141.5B691.23%Put
29
DISWALT DISNEY CO (THE)
1,011,011$141.2B689.56%Put
30
METAFACEBOOK INC
720,100$139.0B678.83%Put
31
EEMISHARES TR
3,162,583$135.7B662.84%Put
32
XLYSELECT SECTOR SPDR TR
1,079,323$128.7B628.40%Put
33
AMDADVANCED MICRO DEVICES INC
4,078,132$123.9B604.94%Put
34
CATCATERPILLAR INC DEL
862,300$117.5B574.02%Put
35
NFLXNETFLIX INC
310,032$113.9B556.23%Put
36
GOOGLALPHABET INC
103,341$111.9B546.55%Put
37
VVISA INC
626,444$108.7B531.02%Put
38
QCOMQUALCOMM INC
1,348,700$102.6B501.11%Put
39
TAT&T INC
3,011,200$100.9B492.86%Put
40
INTCINTEL CORP
2,085,400$99.8B487.59%Put
41
UPSUNITED PARCEL SERVICE, INC.
959,265$99.1B483.86%Put
42
NVDANVIDIA CORP
598,957$98.4B480.45%Put
43
BABAALIBABA GROUP HLDG LTD
578,098$98.0B478.47%Put
44
ILMNILLUMINA INC
251,139$92.5B451.59%Put
45
SHWSHERWIN-WILLIAMS CO.
197,315$90.4B441.68%Put
46
BACVERIZON COMMUNICATIONS INC
1,526,700$87.2B426.01%Call
47
MMM3M CO
499,648$86.6B423.03%Put
48
LYBLYONDELLBASELL INDUSTRIES NV
999,900$86.1B420.64%Put
49
MOALTRIA GROUP INC
1,805,292$85.5B417.52%Put
50
LINLinde plc
420,100$84.4B412.02%Put
51
BIIBBIOGEN INC
352,888$82.5B403.10%Put
52
BUDANHEUSER BUSCH INBEV SA/NV
916,380$81.1B396.16%Put
53
XYZSQUARE INC
1,083,869$78.6B383.97%Put
54
ELVANTHEM INC
276,400$78.0B380.99%Put
55
XLUSELECT SECTOR SPDR TR
1,294,700$77.2B377.09%Put
56
BLKCHFBLACKROCK INC
161,771$75.9B370.81%Put
57
EAELECTRONIC ARTS INC
728,490$73.8B360.30%Put
58
KHCKRAFT HEINZ CO
2,343,900$72.8B355.36%Put
59
XHBSPDR SERIES TRUST
1,664,192$69.4B338.80%Put
60
AALAMERICAN AIRLS GROUP INC
2,085,833$68.0B332.23%Put
61
NOCNORTHROP GRUMMAN CORP
210,400$68.0B332.05%Put
62
GEGENERAL ELECTRIC CO.
6,457,500$67.8B331.18%Put
63
LVLNSPDR SERIES TRUST
1,257,400$67.2B328.15%Put
64
MCKMCKESSON CORP
496,400$66.7B325.84%Call
65
ISRGINTUITIVE SURGICAL INC
124,684$65.4B319.45%Put
66
WMTWALMART INC
576,300$63.7B311.01%Put
67
DDDUPONT DE NEMOURS INC
836,776$62.8B306.82%Put
68
ASHRDBX ETF TR
2,226,903$62.7B306.29%Put
69
ASMLASML HOLDING N V
299,563$62.3B304.24%Put
70
AFWALIGN TECHNOLOGY INC
218,274$59.7B291.80%Put
71
PFEPFIZER INC
1,344,700$58.3B284.52%Put
72
BMYBRISTOL MYERS SQUIBB CO
1,283,016$58.2B284.19%Put
73
ENBENBRIDGE INC
1,605,229$57.9B282.88%Put
74
XLBSELECT SECTOR SPDR TR
942,800$55.2B269.39%Put
75
JNJJOHNSON & JOHNSON
392,100$54.6B266.74%Put
76
FXIISHARES TR
1,234,043$52.8B257.79%Put
77
TIFEURTIFFANY & CO NEW
561,055$52.5B256.61%Put
78
ADBEADOBE INC
174,200$51.3B250.70%Put
79
SHOPSHOPIFY INC
167,900$50.4B246.15%Put
80
ATVIEURACTIVISION BLIZZARD INC
1,058,530$50.0B244.04%Put
81
UNUSDUNILEVER NV
811,560$49.3B240.69%Call
82
SPLKCHFSPLUNK INC
391,576$49.2B240.51%Put
83
EIXEDISON INTL
688,900$46.4B226.82%Put
84
4I1PHILIP MORRIS INTL INC
582,800$45.8B223.54%Put
85
AIGAMERICAN INTL GROUP INC
833,500$44.4B216.91%Put
86
CMGCHIPOTLE MEXICAN GRILL INC
59,400$43.5B212.63%Put
87
GISGENERAL MILLS, INC.
819,700$43.1B210.28%Call
88
CMCSACOMCAST CORP NEW
1,016,800$43.0B209.98%Call
89
FCXFREEPORT-MCMORAN INC
3,598,365$41.8B204.05%Put
90
IDXXIDEXX LABS INC
151,729$41.8B204.05%Put
91
IPINTL PAPER CO
961,560$41.7B203.45%Put
92
NKENIKE INC
495,986$41.6B203.37%Put
93
EWEDWARDS LIFESCIENCES CORP
223,200$41.2B201.40%Put
94
ABXBARRICK GOLD CORP
2,613,008$41.2B201.27%Put
95
TXNTEXAS INSTRS INC
355,000$40.7B198.99%Put
96
FDXFEDEX CORP
245,553$40.3B196.92%Put
97
TRVCCITIGROUP INC
574,739$40.2B196.59%Call
98
MDTMEDTRONIC PLC
411,800$40.1B195.89%Call
99
SOSOUTHERN CO
719,700$39.8B194.32%Put
100
AVGOBROADCOM INC
138,001$39.7B194.03%Put
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